Econometrics

Filename: econometrics.pdf
ISBN: 9783662005163
Release Date: 2012-12-06
Number of pages: 398
Author: Badi H. Baltagi
Publisher: Springer Science & Business Media

Download and read online Econometrics in PDF and EPUB A thorough treatment of basic econometric methods and their underlying assumptions. This textbook also includes a simple and concise treatment of more advanced topics in time-series, limited dependent variables and panel data models, as well as specification testing, Gauss-Newton regressions and regression diagnostics. The strength of this book lies in its ability to present difficult material in a simple, yet rigorous manner. Exercises in each chapter contain theoretical problems that supplement the understanding of the material. In addition, a set of empirical illustrations demonstrate some of the basic results learned, and all empirical exercises are solved using various econometric software packages.


Econometrics

Filename: econometrics.pdf
ISBN: 9781400823833
Release Date: 2011-12-12
Number of pages: 712
Author: Fumio Hayashi
Publisher: Princeton University Press

Download and read online Econometrics in PDF and EPUB Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.


A Guide to Econometrics

Filename: a-guide-to-econometrics.pdf
ISBN: 026261183X
Release Date: 2003
Number of pages: 623
Author: Peter Kennedy
Publisher: MIT Press

Download and read online A Guide to Econometrics in PDF and EPUB A popular, intuitively based overview of econometrics.


Econometrics and Data Analysis for Developing Countries

Filename: econometrics-and-data-analysis-for-developing-countries.pdf
ISBN: 0415094003
Release Date: 1998-01
Number of pages: 496
Author: Chandan Mukherjee
Publisher: Psychology Press

Download and read online Econometrics and Data Analysis for Developing Countries in PDF and EPUB Getting accurate data on less developed countries has created great problems for studying these areas. Yet until recently students of development economics have relied on standard econometrics texts, which assume a Western context. Econometrics and Data Analysis for Developing Countries solves this problem. It will be essential reading for all advanced students of development economics.


Econometrics Econometric modeling of producer behavior

Filename: econometrics-econometric-modeling-of-producer-behavior.pdf
ISBN: 0262100827
Release Date: 2000
Number of pages: 545
Author: Dale Weldeau Jorgenson
Publisher: MIT Press

Download and read online Econometrics Econometric modeling of producer behavior in PDF and EPUB New methodology for econometricians, based on the dual formulation of the theory of production in terms of prices.


Handbook of Econometrics

Filename: handbook-of-econometrics.pdf
ISBN: 9780444534286
Release Date: 2008-12-30
Number of pages: 2068
Author: James J. Heckman
Publisher: Elsevier

Download and read online Handbook of Econometrics in PDF and EPUB James J. Heckman is the Henry Schultz Distinguished Service Professor of Economics at The University of Chicago. Professor Leamer is a Fellow of the American Academy of Arts and Sciences, and a Fellow of the Econometric Society.


Econometrics

Filename: econometrics.pdf
ISBN: UOM:39015022060928
Release Date: 1991
Number of pages: 408
Author: Franklin M. Fisher
Publisher:

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Handbook of Econometrics

Filename: handbook-of-econometrics.pdf
ISBN: 9780444887665
Release Date: 1994
Number of pages: 1078
Author: Zvi Griliches
Publisher: Elsevier

Download and read online Handbook of Econometrics in PDF and EPUB The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes.


Statistical Foundations of Econometric Modelling

Filename: statistical-foundations-of-econometric-modelling.pdf
ISBN: 0521269121
Release Date: 1986-10-30
Number of pages: 695
Author: Aris Spanos
Publisher: Cambridge University Press

Download and read online Statistical Foundations of Econometric Modelling in PDF and EPUB This book provides an introduction to econometrics through a thorough grounding in probability theory and statistical inference. The emphasis is on the concepts and ideas underlying probability theory and statistical inference, and on motivating the learning of them both at a formal and an intuitive level. By basing its approach on the underlying theory, it is able to cover fully the econometric theory required up to the intermediate level; its emphasis on mastering the concepts makes it an ideal introduction to the advanced texts and the econometric literature.


Econometric Modelling of Stock Market Intraday Activity

Filename: econometric-modelling-of-stock-market-intraday-activity.pdf
ISBN: 079237424X
Release Date: 2001-08-31
Number of pages: 177
Author: Luc Bauwens
Publisher: Springer Science & Business Media

Download and read online Econometric Modelling of Stock Market Intraday Activity in PDF and EPUB The recent widespread availability of intraday tick-by-tick databases for stocks, options and currencies has had an important impact on research in applied financial econometrics and market microstructure. Econometric Modelling of Stock Market Intraday Activity focuses on the econometric modelling of intraday tick-by-tick transaction data (trades and quote) for stock traded on the New York Stock Exchange (NYSE). Recent quantitative modelling tools such as intraday duration models and GARCH modes are presented. A survey of trading mechanisms in financial markets and a review of market microstructure issues is also included, which allows to gain a better understanding of the motivation underlying the use of the quantitative models. In the empirical applications, the link is made with the models of the market microstructure literature that have proposed an explicit treatment of time in the trading process. Other empirical applications deal with the modelling of intraday volatility and intraday Value-at-Risk. Although the models are applied to data for stock traded on the NYSE, they are not specific to this exchange and could be used to analyze other existing trading mechanisms. Accordingly, this book should be of interest to academics and graduate students involved in empirical finance and applied econometrics, regulators working for exchanges, and practitioners in banks or brokerage firms.


Limited Dependent and Qualitative Variables in Econometrics

Filename: limited-dependent-and-qualitative-variables-in-econometrics.pdf
ISBN: 9781107782419
Release Date: 1986-06-27
Number of pages:
Author: G. S. Maddala
Publisher: Cambridge University Press

Download and read online Limited Dependent and Qualitative Variables in Econometrics in PDF and EPUB This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.


Econometrics

Filename: econometrics.pdf
ISBN: 1590315170
Release Date: 2005
Number of pages: 498
Author:
Publisher: American Bar Association

Download and read online Econometrics in PDF and EPUB "The economic expert has become a central figure in virtually every antitrust litigation or merger matter, and the importance of econometrics has increased significantly. A basic understanding of econometric principles has now become almost essential to the serious antitrust practitioner. This volume is designed to introduce lawyers to the theoretical and practical issues of econometrics, providing necessary tools for working effectively with economic experts on both sides of a matter." -- from the Foreword, p. xv.


Introduction to Econometrics

Filename: introduction-to-econometrics.pdf
ISBN: 9780199567089
Release Date: 2011-03-03
Number of pages: 573
Author: Christopher Dougherty
Publisher: Oxford University Press

Download and read online Introduction to Econometrics in PDF and EPUB Retaining the student-friendly approach of previous editions, Introduction to Econometrics, Fourth Edition, uses clear and simple mathematics notation and step-by step explanations of mathematical proofs to help students thoroughly grasp the subject. Extensive practical exercises throughout--including fifty exercises on the same dataset--build students' confidence and provide them with hands-on practice in applying techniques. NEW TO THE FOURTH EDITION: * An expanded review section at the beginning of the book offers a more comprehensive guide to all of the statistical concepts needed to study econometrics * Additional exercises provide students with even more opportunities to put theory into practice * More Monte Carlo simulations help students use visualization to understand the math * New final sections at the end of each chapter contain summaries and non-technical introductions to more advanced topics An updated and expanded Companion Website contains resources for students and instructors: For students: * Data sets * Gretl, a free econometrics software application * PowerPoint-based slides with explanations * A study guide For instructors: * Instructor manuals for the text and data sets that detail the exercises and their solutions * PowerPoint-based slides * A "Contact the Author" link


Econometrics

Filename: econometrics.pdf
ISBN: 0415321387
Release Date: 2004-08
Number of pages: 258
Author: Jan Tinbergen
Publisher: Psychology Press

Download and read online Econometrics in PDF and EPUB Originally published in 1951, this volume reprints the classic work written by one of the leading global econometricians. Econometrics is structured as followed: Part 1 explains the relationship of Econometrics to Economics and Statistics. Part 2 outlines the process of formulating economic hypotheses mathematically and of subjecting them to a statistical test. Part 3 deals with the various component equations of the economic system - the psychic reactions, technical relations and reactions of business life and describes the process of setting up an economic model of the system as a whole. Part 4 llustrates the use of econometric methods for policy purposes.


Computational Econometrics

Filename: computational-econometrics.pdf
ISBN: 158603426X
Release Date: 2004-01-01
Number of pages: 409
Author: Charles G. Renfro
Publisher: IOS Press

Download and read online Computational Econometrics in PDF and EPUB This publication contains a substantial amount of detail about the broad history of the development of econometric software based on the personal recollections of many people. For economists, the computer has increasingly become the primary applied research tool, and it is software that makes the computer work. It matters that this software should be the best that it can be, for not only does it permit necessary calculations to be performed but it also determines, for better or worse over time, how easy or how difficult the applied research process will be for each succeeding generation of economists. This assertion assumes of course the availability of the necessary data, and that observations can be obtained relatively easilybut in the day of the Internet, data distribution is also a matter of software. And, in addition, there is the consideration that both the quality and the amount of possible research, as a matter of time spent, may be crucially dependent on just how good that software is, both in its computational properties and as a time saver. This publication includes revealing descriptions of computer-based research that illustrates the role of the computer in the progress of econometric theory and economic research and aspects of the development of econometric software, starting from the hand calculation era and continuing to relatively modern times.